+2,550.6%
SOXX vs CNQ
+5,466.1%
-2,915.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +2.0% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | -3.6% | +6.2% | -9.8% | -5.4% |
| 3M | -10.2% | +12.4% | -22.5% | -13.7% |
| 6M | +54.2% | +9.0% | +45.2% | +48.3% |
| YTD | +75.2% | +52.2% | +23.0% | +51.8% |
| 1Y | +107.5% | +65.0% | +42.5% | +75.2% |
| 3Y | +226.8% | +78.8% | +147.9% | +166.3% |
| 5Y | +251.2% | +286.0% | -34.8% | +123.0% |
| 10Y | +1,567.6% | +420.7% | +1,146.9% | +757.6% |
| All | +2,550.6% | +5,466.1% | -2,915.6% | +590.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling